| Trading Metrics calculated at close of trading on 28-Oct-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Oct-2016 | 28-Oct-2016 | Change | Change % | Previous Week |  
                        | Open | 18,127 | 18,096 | -31 | -0.2% | 18,080 |  
                        | High | 18,183 | 18,173 | -10 | -0.1% | 18,197 |  
                        | Low | 18,065 | 18,010 | -55 | -0.3% | 17,975 |  
                        | Close | 18,082 | 18,098 | 16 | 0.1% | 18,098 |  
                        | Range | 118 | 163 | 45 | 38.1% | 222 |  
                        | ATR | 164 | 164 | 0 | 0.0% | 0 |  
                        | Volume | 181,633 | 278,900 | 97,267 | 53.6% | 884,039 |  | 
    
| 
        
            | Daily Pivots for day following 28-Oct-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,583 | 18,503 | 18,188 |  |  
                | R3 | 18,420 | 18,340 | 18,143 |  |  
                | R2 | 18,257 | 18,257 | 18,128 |  |  
                | R1 | 18,177 | 18,177 | 18,113 | 18,217 |  
                | PP | 18,094 | 18,094 | 18,094 | 18,114 |  
                | S1 | 18,014 | 18,014 | 18,083 | 18,054 |  
                | S2 | 17,931 | 17,931 | 18,068 |  |  
                | S3 | 17,768 | 17,851 | 18,053 |  |  
                | S4 | 17,605 | 17,688 | 18,008 |  |  | 
        
            | Weekly Pivots for week ending 28-Oct-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,756 | 18,649 | 18,220 |  |  
                | R3 | 18,534 | 18,427 | 18,159 |  |  
                | R2 | 18,312 | 18,312 | 18,139 |  |  
                | R1 | 18,205 | 18,205 | 18,118 | 18,259 |  
                | PP | 18,090 | 18,090 | 18,090 | 18,117 |  
                | S1 | 17,983 | 17,983 | 18,078 | 18,037 |  
                | S2 | 17,868 | 17,868 | 18,057 |  |  
                | S3 | 17,646 | 17,761 | 18,037 |  |  
                | S4 | 17,424 | 17,539 | 17,976 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,197 | 17,975 | 222 | 1.2% | 141 | 0.8% | 55% | False | False | 176,807 |  
                | 10 | 18,197 | 17,965 | 232 | 1.3% | 140 | 0.8% | 57% | False | False | 155,135 |  
                | 20 | 18,320 | 17,868 | 452 | 2.5% | 161 | 0.9% | 51% | False | False | 156,902 |  
                | 40 | 18,468 | 17,822 | 646 | 3.6% | 185 | 1.0% | 43% | False | False | 150,849 |  
                | 60 | 18,535 | 17,822 | 713 | 3.9% | 161 | 0.9% | 39% | False | False | 100,631 |  
                | 80 | 18,535 | 17,708 | 827 | 4.6% | 152 | 0.8% | 47% | False | False | 75,492 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.2% | 163 | 0.9% | 74% | False | False | 60,407 |  
                | 120 | 18,535 | 16,876 | 1,659 | 9.2% | 146 | 0.8% | 74% | False | False | 50,341 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,866 |  
            | 2.618 | 18,600 |  
            | 1.618 | 18,437 |  
            | 1.000 | 18,336 |  
            | 0.618 | 18,274 |  
            | HIGH | 18,173 |  
            | 0.618 | 18,111 |  
            | 0.500 | 18,092 |  
            | 0.382 | 18,072 |  
            | LOW | 18,010 |  
            | 0.618 | 17,909 |  
            | 1.000 | 17,847 |  
            | 1.618 | 17,746 |  
            | 2.618 | 17,583 |  
            | 4.250 | 17,317 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Oct-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,096 | 18,092 |  
                                | PP | 18,094 | 18,085 |  
                                | S1 | 18,092 | 18,079 |  |